Merjenje premijskega tveganja in tveganja rezervacij v okviru Solventnosti II : magistrsko delo

Povhe, Maruša (author), Košir, Tomaž (mentor), Harej, Bor (comentor)

• Language: Slovenian
• Keywords: finančna matematika, Solventnost II, lastna ocena tveganja in solventnosti, standardna formula, notranji model, podjetju specifični parametri
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [M. Povhe]
• Year: 2014
• Number of pages: VI, 51 f.
• PID: 20.500.12556/RUL-96844
• UDC: 519.8
• COBISS.SI-ID: 18015065
• Publication date in RUL: 16.10.2017

Secondary language

• Language: English
• Title: Premium and reserve risk assessment under Solvency II regulations
• Keywords: Solvency II, own risk and solvency assessment, standard formula, internal model, undertaking specific parameters